Share price$28.40
1D+1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:26:45.483Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T23:00:00.00142686Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.22 | 23.4% | 7.1% | 26.60 | 29.7% | 7.3% |
| 25Δ | 29.82 | 22.4% | 5.9% | 27.09 | 27.7% | 5.8% |
| 30Δ | 29.53 | 21.6% | 5.1% | 27.43 | 26.1% | 4.9% |
| 35Δ | 29.23 | 20.7% | 4.2% | 27.77 | 24.6% | 3.9% |
| 40Δ | 28.95 | 20.3% | 3.5% | 28.08 | 23.5% | 3.1% |
| 45Δ | 28.73 | 20.9% | 3.2% | 28.32 | 23.6% | 2.7% |
| 50Δ | 28.51 | 21.6% | 2.9% | 28.56 | 23.7% | 2.3% |
| 55Δ | 28.29 | 22.2% | 2.6% | 28.80 | 23.8% | 1.9% |
| 60Δ | 28.08 | 22.9% | 2.2% | 29.06 | 24.1% | 1.5% |
| 65Δ | 27.81 | 23.4% | 1.9% | 29.41 | 25.4% | 1.3% |
| 70Δ | 27.52 | 23.8% | 1.7% | 29.76 | 26.7% | 1.0% |
| 75Δ | 27.23 | 24.2% | 1.4% | 30.15 | 27.9% | 0.8% |
| 80Δ | 26.89 | 25.0% | 1.1% | 30.64 | 28.7% | 0.5% |
No recorded observations